+1,418.0%
QLD vs STLA
+21.0%
+1,397.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | -1.4% | -6.4% | +4.9% | +2.1% |
| 30D | -19.6% | -1.3% | -18.2% | -19.6% |
| 3M | -14.1% | -19.9% | +5.8% | -5.3% |
| 6M | -13.6% | -42.9% | +29.3% | +13.5% |
| YTD | +12.5% | -59.4% | +72.0% | +70.3% |
| 1Y | +13.1% | -56.8% | +70.0% | +64.1% |
| 3Y | +154.7% | -73.1% | +227.8% | +349.9% |
| 5Y | +81.1% | -70.1% | +151.2% | +194.4% |
| 10Y | +1,418.0% | +19.8% | +1,398.2% | +1,476.3% |
| All | +1,418.0% | +21.0% | +1,397.0% | +1,476.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling